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ISIN
US3158051355
Issuer
Fidelity
Inception Date
Feb 1, 2017
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

FIDLX Performance Chart

Fidelity Advisor Large Cap Fund Class Z (FIDLX) is up 0.0% since the beginning of the year. FIDLX is currently trading at $58 per share. Investors who bought $1,000 worth of FIDLX shares 5 years ago would now be looking at an investment worth $1,800.


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S&P 500 Index

Returns By Period

Fidelity Advisor Large Cap Fund Class Z (FIDLX) has returned 0.02% so far this year and 12.79% over the past 12 months.


Fidelity Advisor Large Cap Fund Class Z

1D
0.00%
1M
0.02%
YTD
0.02%
6M
0.02%
1Y
12.79%
3Y*
19.21%
5Y*
12.47%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDLX Monthly Returns History

Based on dividend-adjusted daily data since Feb 9, 2017, FIDLX's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.3%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FIDLX closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%0.02%0.00%0.02%
20254.37%-1.53%-4.98%-0.40%8.51%6.36%3.15%1.79%2.77%1.72%-2.79%0.00%19.77%
20241.49%5.09%5.02%-2.06%4.58%1.91%1.43%2.04%1.87%0.45%5.66%-3.30%26.52%
20237.97%-2.24%0.92%2.37%-1.61%6.03%4.44%-2.10%-3.20%-3.18%8.21%4.81%23.65%
20220.28%-0.95%0.73%-7.37%2.86%-9.81%8.03%-2.53%-9.59%11.89%5.98%-5.01%-7.81%
2021-0.44%7.03%5.35%4.42%2.77%-0.10%-0.22%1.35%-3.06%5.94%-4.00%4.98%25.99%

Benchmark Metrics

Fidelity Advisor Large Cap Fund Class Z has an annualized alpha of 0.69%, beta of 0.96, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since February 10, 2017.

  • With beta of 0.96 and R2 of 0.89, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.69%
Beta
0.96
0.89
Upside Capture
98.43%
Downside Capture
97.89%

Expense Ratio

FIDLX has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FIDLX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FIDLX Risk / Return Rank: 4949
Overall Rank
FIDLX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FIDLX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FIDLX Omega Ratio Rank: 7878
Omega Ratio Rank
FIDLX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FIDLX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class Z (FIDLX) and compare them to S&P 500 Index.


FIDLXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.91

2.39

-0.47

Sortino ratio

Return per unit of downside risk

2.68

3.25

-0.57

Omega ratio

Gain probability vs. loss probability

1.51

1.43

+0.08

Calmar ratio

Return relative to maximum drawdown

3.07

3.11

-0.04

Martin ratio

Return relative to average drawdown

5.26

14.38

-9.12

Dividends

Dividend History

Fidelity Advisor Large Cap Fund Class Z provided a 5.87% dividend yield over the last twelve months, with an annual payout of $3.41 per share. The fund has been increasing its distributions for 3 consecutive years.


5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$3.41$3.41$3.19$1.53$0.87$2.65$1.87$2.80$4.59$2.13

Dividend yield

5.87%5.87%6.23%3.56%2.42%6.64%5.53%8.55%17.01%6.13%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Large Cap Fund Class Z. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.41$0.00$3.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.19$3.19
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.53$1.53
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.65$2.65

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Large Cap Fund Class Z. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Advisor Large Cap Fund Class Z was 37.51%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Fidelity Advisor Large Cap Fund Class Z drawdown is 4.15%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.51%Mar 2020
2mo 2d7mo 28d
10moJan 2020 - Nov 2020
Rate-hike selloffLate 2018
-21.92%Dec 2018
3mo 1d7mo 2d
10mo 3dSep 2018 - Jul 2019
Bear market2022
-21.42%Sep 2022
8mo 20d8mo 18d
1y 5moJan 2022 - Jun 2023
2025 selloff2025
-18.86%Apr 2025
2mo 14d1mo 26d
4mo 10dJan 2025 - Jun 2025
2018 correction2018
-11.79%Mar 2018
1mo 23d5mo 7d
7moJan 2018 - Aug 2018

Drawdown Indicators


FIDLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-56.78%

+19.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-9.10%

+4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.86%

-18.90%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.42%

-25.43%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.15%

0.00%

-4.15%

Average Drawdown

Average peak-to-trough decline

-4.54%

-10.72%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.97%

+0.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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